Buy/Sell Pressure Ratio Indicator: Formula, Settings and How to Read It
Buy/Sell Pressure Ratio measures the geometry of a footprint bar around its point of control: aggressive buying above the most-traded price divided by aggressive selling below it. It describes who was willing to trade away from the bar's value, not who dominated the bar overall.
Senzoukria · Indicators · Updated September 2026
Buy/Sell Pressure Ratio ships with the Senzoukria desktop app, in the Tape & flow group of the indicator catalogue. It is drawn in its own panel below the chart.
What Buy/Sell Pressure Ratio measures
The point of control is the price level with the highest volume in the bar; when two levels tie, the lower price wins, following the Sierra Chart convention. Buy volume at every level strictly above that price forms the numerator, sell volume at every level strictly below it forms the denominator, and the point of control itself belongs to neither. That exclusion is deliberate: it is the pivot of the measurement, and assigning the heaviest level to one side would tilt the ratio by its entire weight. Bars with no point of control, or with an empty denominator, produce no value rather than a substitute number.
The formula, as implemented
This is not a description of how the indicator is usually defined elsewhere — it is what the shipped code computes, documented next to the implementation:
Pression acheteuse HAUTE contre pression vendeuse BASSE, autour du POC : value = Σ buy(P) pour P > POC / Σ sell(P) pour P < POC POC = argmax du volume par niveau, ÉGALITÉ → prix le plus bas (Sierra, `barPocLowTie`). Le niveau du POC lui-même est EXCLU des deux sommes (comparaisons strictes) : c'est le pivot de la mesure, l'inclure d'un côté biaiserait le rapport de tout le poids du niveau le plus lourd. POURQUOI : > 1 = les acheteurs ont agressé AU-DESSUS de la zone de valeur plus que les vendeurs n'ont agressé en dessous — extension haussière assumée. < 1 = miroir. Le rapport ne mesure PAS le déséquilibre global de la barre (c'est le travail de `buy-sell-ratio`, flow2.ts) mais sa GÉOMÉTRIE : qui a payé loin de la valeur. Dénominateur nul (aucun niveau sous le POC, ou aucune agression vendeuse en dessous) → null : x/0 n'est pas « ∞ », c'est une absence de référence. Barre sans POC → null. Aucun tick size requis (comparaisons de clés, pas d'arithmétique en ticks) — mais les clés restent quantifiées, jamais des f64.
How to read it
- Above 1, buyers traded more above the bar's value than sellers traded below it — an upward extension that was paid for rather than drifted into.
- Below 1, the reverse: the selling below value outweighed the buying above it.
- Because the pivot is volumetric, check where the point of control sits in the bar. Near the low, almost the whole bar falls in the numerator's territory and the ratio flatters buyers; near the high, the opposite.
- Use it alongside a plain buy/sell ratio: agreement between the two says the imbalance and its geometry point the same way, disagreement says the aggression was placed against the bar's overall balance.
- Missing points in the series are bars where no level traded below the point of control, which is common on narrow bars.
Parameters and defaults
The point of control pivot and the tie rule are part of the definition and are not exposed as parameters, and no tick size is needed since the sides are decided by comparing price levels. What remains adjustable is the colour and the smoothing length, left at 1 by default so the plotted value is the raw per-bar ratio. Since that ratio can swing hard on thin bars, a few bars of smoothing make the drift legible, with the usual lag in exchange.
| Parameter | Type | Default | Range |
|---|---|---|---|
| Smoothing | number | 1 | 1 – 200 |
What it does not show
The ratio is a shape measurement, not a size one: a bar with very little volume can print an extreme value. It relies on aggressor-side classification and on a usable per-level volume profile, and both a missing point of control and an empty lower side produce no output. It does not compare the bar with its neighbours, so a high reading on a bar that closed at its low is entirely possible and must be reconciled with the price action. It also says nothing about whether the extension held in the following bars.
Using it in Senzoukria
Add it from the Indicators panel of any footprint chart or candle chart. It runs on futures data from Rithmic or Databento and on crypto pairs from Binance and Bybit, on the same engine — the calculation does not change with the venue, only the data feeding it does. Market data subscriptions are billed by the provider, separately from the app.
Related indicators
- Tape Speed — Tape & flow
- Diagonal Imbalances — Tape & flow
- Stacked Imbalances — Tape & flow
- Absorption Score — Tape & flow
- Unfinished Auctions — Tape & flow
- Effort vs Result — Tape & flow
See the full indicator library, or start with the order flow guide if you are new to reading aggression, delta and absorption.
Frequently asked questions
- What is the point of control in a footprint bar?
- It is the price level that traded the most volume within that bar. When two levels have identical volume, this indicator resolves the tie to the lower price, matching the Sierra Chart convention. That level acts as the dividing line between the buying and selling halves of the ratio.
- Why is the point of control level excluded from the ratio?
- Because it is the pivot of the measurement. It is by definition the heaviest level in the bar, so counting it in either the numerator or the denominator would shift the ratio by the largest single weight available and would make the two sides incomparable.
- What does a buy/sell pressure ratio above 1 tell me?
- That the aggressive buying above the bar's most-traded price exceeded the aggressive selling below it. In plain terms, the upward extension of that bar was bought into rather than left empty. It describes the completed bar and carries no claim about what follows.